Tour v396
VLO
VALERO ENERGY CORP N
$302.50 -0.90%
$303.95 (+0.48%)🌙
as of 07/25 01:45 AM
(7/24 12:32) ◀
|
Friday, July 24, 2026 (1:45am)
January 2026
|
▶ (7/27 10:02)
◀ 7/24 01:45 ▶

Option Volume

Detail
ℹ
Current (07/25) 15,595
Calls: 7,921 (51%)
Puts: 7,674 (49%)
Prior (07/23) 6,573
Calls: 3,131 (48%)
Puts: 3,442 (52%)
Current vs Prior +137.26%
Calls: +152.99% (Calls)
Puts: +122.95% (Puts)
Prior 7-Day Total 54,962
Calls: 26,922 (49%)
Puts: 28,040 (51%)
Prior 7-Day Average 9,160
Calls: 3,846 (49%)
Puts: 4,005 (51%)
Current vs Prior 7-Day Avg +70.24%
Calls: +105.95%
Puts: +91.58%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (07/25) $19.66M
Calls: $6.98M (36%)
Puts: $12.68M (64%)
Prior (07/23) $7.27M
Calls: $4.42M (61%)
Puts: $2.85M (39%)
Current vs Prior +170.28%
Calls: +57.93%
Puts: +344.37%
Prior 7-Day Total $72.19M
Calls: $46.49M (64%)
Puts: $25.70M (36%)
Prior 7-Day Average $12.03M
Calls: $6.64M (64%)
Puts: $3.67M (36%)
Current vs Prior 7-Day Avg +63.42%
Calls: +5.13%
Puts: +245.37%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (07/25) 0.97
Prior (07/23) 1.10
Current vs Prior -11.87%
Prior 7-Day Average 1.03
Current vs Prior 7-Day Avg -6.20%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (07/25) 55,249
Calls: 28,966 (52%)
Puts: 26,283 (48%)
Prior (07/23) 122,442
Calls: 64,450 (53%)
Puts: 57,992 (47%)
Current vs Prior -54.88%
Prior 7-Day Total 665,637
Calls: 366,545 (55%)
Puts: 299,092 (45%)
Prior 7-Day Average 110,939
Calls: 61,090 (55%)
Puts: 49,848 (45%)
Current vs Prior 7-Day Avg -50.20%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 6.07% | 7.87%10.20% | 15.57%
Prior 2.46% | 7.11%10.96% | 16.10%
Current vs Prior +146.24% | +10.68%-6.93% | -3.30%
Prior 7-Day Avg 3.58% | 6.95%8.03% | 15.07%
Current vs 7-Day Avg +69.33% | +13.20%+27.00% | +3.34%
Prior 7-Day Eod 2.46% | 7.11%10.96% | 16.10%
Current vs 7-Day Eod +146.24% | +10.68%-6.93% | -3.30%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 77.87% | 10.53%
Calls: 66.67% | 9.73%
Puts: 89.07% | 11.32%
Prior 52.33% | 16.98%
Calls: 42.37% | 20.37%
Puts: 62.30% | 13.59%
Current vs Prior +48.81% | -37.99%
Prior 7-Day Avg 24.97% | 11.33%
Calls: 22.80% | 11.80%
Puts: 27.14% | 10.86%
Current vs 7-Day Avg +211.83% | -7.07%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 64% put dollar volume ($12.68M). Massive premium surge with dollar volume up 170% vs prior. Dollar volume significantly above 7-day average (63% higher). Unusually high activity with volume up 137% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
⏰ Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
⚡ Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 19 of results (avg 8.0%, best 4.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Jul 2446.5048.60$47.554.4%11.0011
$252.50Jul 2448.3051.10$49.705.6%21.003
$260.00Jul 2441.1043.60$42.355.9%231.0070
$255.00Aug 1446.7049.70$48.206.2%20.93--
$255.00Aug 2147.3050.60$48.956.7%10.91--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Aug 718.9020.50$19.708.1%10.65--
$335.00Jul 2431.2034.20$32.709.2%10.97--
$290.00Aug 219.2010.10$9.659.3%20.35389

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 58 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$252.50Jul 2448.3051.10$49.705.6%21.003
$255.00Jul 2446.5048.60$47.554.4%11.0011
$260.00Jul 2441.1043.60$42.355.9%231.0070
$275.00Jul 2425.8028.70$27.2510.6%371.00--
$285.00Jul 2415.8018.60$17.2016.3%131.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Jul 246.309.10$7.7036.4%1010.98141
$315.00Jul 2411.2013.90$12.5521.5%320.9889
$335.00Jul 2431.2034.20$32.709.2%10.97--
$312.50Jul 249.0011.60$10.3025.2%100.94--
$307.50Jul 244.006.50$5.2547.6%320.9145

Most actively traded options today. High liquidity = easy entry/exit. 174 active (total vol 8.5K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Aug 73.004.50$3.7540.0%1.4K0.2340
$310.00Aug 78.009.00$8.5011.8%1.4K0.41320
$322.50Jul 312.353.00$2.6824.3%1.0K0.216
$320.00Jul 312.153.30$2.7242.3%4170.22136
$345.00Aug 212.454.20$3.3352.6%3790.1713
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$302.50Jul 240.051.00$0.53179.2%3530.50151
$300.00Jul 240.000.10$0.05200.0%1710.071.2K
$305.00Jul 241.553.60$2.5879.5%1250.87267
$282.50Jul 311.952.55$2.2526.7%1130.18--
$287.50Jul 312.903.80$3.3526.9%1120.24122

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 585.2%, max 2441.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$255.00Jul 24Aug 211081.4%48.4%2133.4%211
$350.00Jul 24Aug 28738.1%47.7%1446.7%7582
$260.00Jul 24Aug 7773.5%53.6%1343.5%2470
$330.00Jul 24Aug 21600.0%47.3%1168.5%25403
$280.00Jul 24Aug 21551.1%45.1%1122.3%26--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 24Sep 41189.3%46.8%2441.3%16154
$260.00Jul 24Aug 21773.5%47.8%1517.6%8425
$280.00Jul 24Sep 4551.1%43.3%1174.1%663
$277.50Jul 24Jul 31604.3%55.5%989.8%31
$290.00Jul 24Aug 28335.8%43.7%669.2%1096

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 101 found (best R:R 144.83, avg 6.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$340.00$357.50Jul 31$0.45$17.05$0.4537.89$340.45
$307.50$310.00Jul 24$0.12$2.38$0.1219.83$307.62
$330.00$332.50Jul 24$0.12$2.38$0.1219.83$330.12
$350.00$360.00Aug 7$0.48$9.52$0.4819.83$350.48
$335.00$340.00Jul 31$0.25$4.75$0.2519.00$335.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$277.50$260.00Jul 24$0.12$17.38$0.12144.83$277.38
$260.00$255.00Aug 14$0.15$4.85$0.1532.33$259.85
$260.00$250.00Aug 7$0.50$9.50$0.5019.00$259.50
$265.00$260.00Jul 31$0.30$4.70$0.3015.67$264.70
$270.00$267.50Jul 31$0.15$2.35$0.1515.67$269.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 124 found (best R:R 39.00, avg 1.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$265.00$275.00Jul 31$9.75$9.75$0.2539.00$274.75
$260.00$270.00Aug 7$9.60$9.60$0.4024.00$269.60
$287.50$290.00Jul 24$2.25$2.25$0.259.00$289.75
$277.50$280.00Jul 31$2.20$2.20$0.307.33$279.70
$252.50$255.00Jul 24$2.15$2.15$0.356.14$254.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$315.00$312.50Jul 24$2.25$2.25$0.259.00$312.75
$305.00$302.50Jul 24$2.05$2.05$0.454.56$302.95
$310.00$307.50Jul 31$2.05$2.05$0.454.56$307.95
$315.00$312.50Jul 31$2.00$2.00$0.504.00$313.00
$307.50$305.00Aug 7$1.90$1.90$0.603.17$305.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 46 found (avg debit $3.78, cheapest $0.18)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$260.00Jul 24Jul 31$0.55773.5%56.0%
$255.00Jul 24Aug 14$0.651081.4%51.6%
$275.00Jul 24Jul 31$0.95657.2%55.6%
$350.00Jul 24Aug 7$1.10738.1%53.5%
$332.50Jul 24Jul 31$1.27503.5%57.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Jul 24Jul 31$0.181189.3%72.7%
$260.00Jul 24Jul 31$0.20773.5%56.0%
$255.00Aug 14Aug 21$0.5251.6%48.4%
$275.00Jul 31Aug 7$1.1555.6%47.8%
$277.50Jul 24Jul 31$1.40604.3%55.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 45 found (cheapest 0.35% of stock, avg 7.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$302.50Jul 24$0.53$0.53$1.06$301.44$303.560.35%
$300.00Jul 24$2.20$0.05$2.25$297.75$302.250.74%
$305.00Jul 24$0.15$2.58$2.73$302.27$307.730.90%
$297.50Jul 24$4.75$0.13$4.88$292.62$302.381.61%
$307.50Jul 24$0.15$5.25$5.40$302.10$312.901.79%
$295.00Jul 24$7.15$0.15$7.30$287.70$302.302.41%
$310.00Jul 24$0.03$7.70$7.73$302.27$317.732.56%
$292.50Jul 24$9.70$0.15$9.85$282.65$302.353.26%
$312.50Jul 24$0.15$10.30$10.45$302.05$322.953.45%
$290.00Jul 24$12.45$0.15$12.60$277.40$302.604.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 115 found (cheapest 0.07% of stock, avg 4.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$305.00$300.00Jul 24$0.15$0.05$0.20$299.80$305.20
$307.50$300.00Jul 24$0.15$0.05$0.20$299.80$307.70
$312.50$300.00Jul 24$0.15$0.05$0.20$299.80$312.70
$305.00$297.50Jul 24$0.15$0.13$0.28$297.22$305.28
$307.50$297.50Jul 24$0.15$0.13$0.28$297.22$307.78
$312.50$297.50Jul 24$0.15$0.13$0.28$297.22$312.78
$305.00$295.00Jul 24$0.15$0.15$0.30$294.70$305.30
$305.00$292.50Jul 24$0.15$0.15$0.30$292.20$305.30
$307.50$295.00Jul 24$0.15$0.15$0.30$294.70$307.80
$307.50$292.50Jul 24$0.15$0.15$0.30$292.20$307.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 200 found (best R:R 49.00, avg credit $3.26)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
300/305315/320Aug 21$4.90$0.1049.00$300.10$319.90
278/280290/292Jul 31$2.38$0.1219.83$277.62$292.38
265/268278/280Jul 31$2.37$0.1318.23$265.13$279.87
268/270278/280Jul 31$2.35$0.1515.67$267.65$279.85
265/268275/278Jul 31$2.32$0.1812.89$265.18$277.32
275/278290/292Jul 31$2.32$0.1812.89$275.18$292.32
280/282290/292Jul 31$2.32$0.1812.89$280.18$292.32
268/270275/278Jul 31$2.30$0.2011.50$267.70$277.30
282/285315/318Aug 7$2.30$0.2011.50$282.70$317.30
270/275280/285Jul 31$4.53$0.479.64$270.47$284.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 51 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$305.00$310.00$315.00Aug 14$0.05$4.9599.00
$335.00$340.00$345.00Aug 21$0.08$4.9261.50
$282.50$285.00$287.50Jul 24$0.05$2.4549.00
$305.00$310.00$315.00Aug 7$0.10$4.9049.00
$330.00$335.00$340.00Aug 21$0.10$4.9049.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$275.00$277.50$280.00Jul 31$0.06$2.4440.67
$307.50$310.00$312.50Jul 24$0.15$2.3515.67
$285.00$287.50$290.00Jul 31$0.18$2.3212.89
$280.00$282.50$285.00Jul 31$0.21$2.2910.90
$297.50$300.00$302.50Aug 7$0.30$2.207.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 77 found (best net $-7.25, 56 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$255.00$280.001:2Aug 21-$7.25$17.75
$332.50$350.001:2Jul 24-$0.03$17.47
$300.00$320.001:2Sep 4-$4.35$15.65
$350.00$360.001:2Aug 7-$0.17$9.83
$295.00$305.001:2Aug 7-$5.25$4.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$250.001:2Aug 7-$0.08$9.92
$270.00$260.001:2Aug 14-$0.08$9.92
$290.00$280.001:2Jul 24-$0.15$9.85
$255.00$245.001:2Aug 21-$0.20$9.80
$270.00$260.001:2Aug 21-$1.11$8.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 43 found (best yield 4.23%, avg 1.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$305.00Aug 21$12.800.490.8%4.23%5.06%235
$305.00Aug 14$12.000.480.8%3.97%4.79%1--
$310.00Aug 21$11.500.442.5%3.80%6.28%22654
$310.00Aug 14$10.100.432.5%3.34%5.82%156
$320.00Sep 4$10.000.385.8%3.31%9.09%5--
$312.50Aug 21$9.700.413.3%3.21%6.51%1--
$305.00Aug 7$9.600.470.8%3.17%4.00%3--
$315.00Aug 21$9.000.394.1%2.98%7.11%1152
$302.50Jul 31$8.200.500.0%2.71%2.71%22--
$315.00Aug 14$8.200.384.1%2.71%6.84%1--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 7,921
Total Puts 7,674
Put/Call Ratio 0.97
Net Difference 247

Prior's Put/Call Breakdown

Total Calls 3,131
Total Puts 3,442
Put/Call Ratio 1.10
Net Difference -311

Prior 7-Day Put/Call Summary

Total Calls 26,922
Total Puts 28,040
Average Put/Call Ratio 1.03
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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